MTH503: Probability

Note: If this course is being taught this semester, more information can be found at the course home page.

Cross Listed

(none)

Prerequisites

MTH 471, or permission of instructor.

This course is a prerequisite or co-requisite for

MTH 504

Description

A measure-theoretic course on probability.

Topics covered

Expectation, conditional expectation, types of convergence, characteristic functions, laws of large numbers, central limit theorem. Introduction to stochastic processes, if time allows.

MTH 504, MTH 471